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EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
+9.37%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$467M
AUM Growth
+$75.9M
Cap. Flow
+$44.6M
Cap. Flow %
9.56%
Top 10 Hldgs %
36.78%
Holding
306
New
71
Increased
179
Reduced
33
Closed
19

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$2.84M
2
MSFT icon
Microsoft
MSFT
+$2.81M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$2.49M
4
AMZN icon
Amazon
AMZN
+$2.42M
5
CSCO icon
Cisco
CSCO
+$1.44M

Top Sells

Rank Stock Value
1
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$6.28M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$2.15M
3
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
+$1.73M
4
BBY icon
Best Buy
BBY
+$1.53M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$1.48M

Sector Composition

Rank Sector Weight
1 Technology 13.85%
2 Consumer Discretionary 12.05%
3 Healthcare 9.65%
4 Industrials 8.92%
5 Communication Services 5.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PG icon
26
Procter & Gamble
PG
$338B
$2.9M 0.62%
20,874
+4,348
+26% +$577K
HLF icon
27
Herbalife
HLF
$1.31B
$2.88M 0.62%
61,673
+21,173
+52% +$1.04M
WHR icon
28
Whirlpool
WHR
$2.57B
$2.72M 0.58%
14,799
+233
+2% +$38.7K
RHI icon
29
Robert Half
RHI
$4.02B
$2.68M 0.57%
50,649
+19,564
+63% +$1.04M
MAN icon
30
ManpowerGroup
MAN
$2.52B
$2.66M 0.57%
36,266
+2,227
+7% +$160K
HD icon
31
Home Depot
HD
$334B
$2.58M 0.55%
9,296
+1,856
+25% +$503K
NVDA icon
32
NVIDIA
NVDA
$5.02T
$2.56M 0.55%
189,240
+43,040
+29% +$501K
BIIB icon
33
Biogen
BIIB
$29.8B
$2.56M 0.55%
9,022
-724
-7% -$202K
JPM icon
34
JPMorgan Chase
JPM
$938B
$2.53M 0.54%
26,309
+4,908
+23% +$482K
MA icon
35
Mastercard
MA
$501B
$2.52M 0.54%
7,452
+1,496
+25% +$486K
IVV icon
36
iShares Core S&P 500 ETF
IVV
$883B
$2.51M 0.54%
+7,476
New +$2.49M
UNH icon
37
UnitedHealth
UNH
$378B
$2.5M 0.54%
8,032
+1,702
+27% +$523K
CSCO icon
38
Cisco
CSCO
$456B
$2.45M 0.53%
62,223
+33,082
+114% +$1.44M
VWOB icon
39
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
$2.41M 0.52%
30,558
+4,752
+18% +$380K
AYI icon
40
Acuity Brands
AYI
$10B
$2.41M 0.52%
23,511
+9,798
+71% +$1.01M
RS icon
41
Reliance Steel & Aluminium
RS
$20.7B
$2.37M 0.51%
23,233
-1,136
-5% -$116K
PII icon
42
Polaris
PII
$4.06B
$2.36M 0.51%
24,982
+217
+0.9% +$21.4K
ALSN icon
43
Allison Transmission
ALSN
$9.65B
$2.33M 0.5%
66,424
+7,304
+12% +$265K
UTHR icon
44
United Therapeutics
UTHR
$25.7B
$2.23M 0.48%
22,111
-3,795
-15% -$416K
CMI icon
45
Cummins
CMI
$89.3B
$2.19M 0.47%
10,360
-6,284
-38% -$1.25M
EMN icon
46
Eastman Chemical
EMN
$8.21B
$2.09M 0.45%
26,713
+462
+2% +$34.8K
CTSH icon
47
Cognizant
CTSH
$25B
$2.07M 0.44%
29,861
+1,177
+4% +$76.6K
VZ icon
48
Verizon
VZ
$199B
$2.05M 0.44%
34,535
+7,265
+27% +$422K
GM icon
49
General Motors
GM
$79.3B
$2.04M 0.44%
68,994
+2,749
+4% +$77.2K
BC icon
50
Brunswick
BC
$5.11B
$2.04M 0.44%
34,607
-20,647
-37% -$1.32M
1
2
3 4 5

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AAP
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BCM
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GS
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SC
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NAAA
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IVAV
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HJGA
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Empirical Finance's Q3 2020 Portfolio in Review

As of Q3 2020, Empirical Finance held 306 positions worth $467M, up 19% from $391M the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Empirical Finance deployed $44.6M of net new capital in Q3 2020, opening 71 new positions and adding to 179 existing holdings. Its largest new stake was iShares Core S&P 500 ETF: 7,476 shares worth $2.51M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Alpha Architect US Quantitative Momentum ETF, an estimated $6.28M trimmed.

  • Empirical Finance's largest Q3 2020 buy was iShares Core S&P 500 ETF: 7,476 shares worth $2.51M.
  • Empirical Finance added most to Apple in Q3 2020, an estimated $2.84M increase.
  • Empirical Finance's biggest Q3 2020 reduction was Alpha Architect US Quantitative Momentum ETF, cutting an estimated $6.28M.
  • Empirical Finance fully exited Schwab Intermediately-Term US Treasury ETF in Q3 2020, selling an estimated $1.73M.
  • Empirical Finance's ten largest holdings make up 37% of its $467M portfolio in Q3 2020.
  • Empirical Finance opened 71 new positions and closed 19 in Q3 2020.
  • Empirical Finance's portfolio value rose 19% quarter-over-quarter to $467M.

Based on Empirical Finance's 13F filing for Q3 2020, filed 26 Oct 2020.